There should be an in between answer, because, for me, it actually depends.
When I was younger (just starting out) I would look it up sometimes even before I ran into problems! That was when I was a little kid and didn't actually have siblings to help me out (despite them being older than me, but you could call that situation rather unique and irrelevant). So, when I played OoT, I looked it all up. Did that for a few of the other games, but...once I got older, and really, once I played WW, I only looked stuff up if I was really in a bind. Only if it was super difficult. I was still rather young at the time... Though...by the time that Twilight Princess was release, I played the game without a guide and was quite able to go through the dungeons. The same was true for all the Zelda games I beat after TP like aLttP, MC, PH, (most of) ST (I haven't beaten yet...), one of the Oracles, MM, and SS. Mainly in that order.
So, yeah, I voted that I did, but honestly it just depends. I hate spending days on something, especially with my busy schedule. Though, I suppose I was stuck on something in MM for years (the Gerudo Fortress and Poe event. Freaked me out so bad for years. Now I can beat it easily...) Impatience plays a part, but usually, I use my brain (because most puzzles/things in Zelda don't confuse me like they use too). So, yes, I'm a loser...every great once in awhile. xD